Quantbot Technologies Portfolio holdings
Quantbot Technologies runs computer-driven trading strategies, buying and selling stocks long and short and holding positions from a few seconds to a few days. The firm was founded in 2009 and also trades options, swaps and futures. It is hired to manage money for private funds, whose investors are institutional investors, high net worth individuals and employees. Paul White is its president and chief executive, and Ashar Mahboob is its chief investment officer.
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
General Motors
GM
|
+$4.5M |
| 2 |
Abbott
ABT
|
+$3.9M |
| 3 |
SLB Ltd
SLB
|
+$3.78M |
| 4 |
Baidu
BIDU
|
+$3.55M |
| 5 |
Comcast
CMCSA
|
+$3.45M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$6.78M |
| 2 |
HP
HPQ
|
+$2.24M |
| 3 |
COV
COVIDIEN PLC COM SHS NEW (IRELAND)
COV
|
+$1.84M |
| 4 |
American International
AIG
|
+$1.68M |
| 5 |
Regions Financial
RF
|
+$1.66M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Industrials | 13.16% |
| 2 | Technology | 12.71% |
| 3 | Consumer Discretionary | 12.62% |
| 4 | Energy | 12.18% |
| 5 | Financials | 11.7% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
576
DELISTED
SOLARWINDS INC COM STK (DE)
SWI
| $116K | 0.03% |
+2,732
| New | +$116K |
2014 Q1
0 quarters
|
|
577
Black Hills Corp
BKH
$6.6B
| $115K | 0.03% |
+2,000
| New | +$110K |
2014 Q1
0 quarters
|
|
578
Designer Brands
DBI
$339M
| $115K | 0.03% |
3,232
-2,397
| -43% | -$92.5K |
2013 Q4
1 quarter
|
|
579
Scansource
SCSC
$913M
| $114K | 0.03% |
+2,800
| New | +$110K |
2014 Q1
0 quarters
|
|
|
NSM
580
DELISTED
Nationstar Mortgage Holdings
NSM
| $112K | 0.03% |
3,452
+3,152
| +1,051% | +$97.1K |
2013 Q2
3 quarters
|
|
|
SSRI
581
DELISTED
Silver Standard Resources
SSRI
| $112K | 0.03% |
+11,319
| New | +$106K |
2014 Q1
0 quarters
|
|
582
Coty
COTY
$3.68B
| $111K | 0.03% |
7,476
+4,106
| +122% | +$60K |
2013 Q3
2 quarters
|
|
583
Federated Hermes
FHI
$4.72B
| $110K | 0.03% |
3,622
-146
| -4% | -$4.09K |
2013 Q2
3 quarters
|
|
584
Pegasystems
PEGA
$5.17B
| $109K | 0.03% |
+12,400
| New | +$134K |
2014 Q1
0 quarters
|
|
|
CAB
585
DELISTED
Cabela's Inc
CAB
| $108K | 0.03% |
1,661
+61
| +4% | +$4.1K |
2013 Q3
2 quarters
|
|
586
MKS Inc
MKSI
$15.6B
| $107K | 0.03% |
3,600
+2,500
| +227% | +$75K |
2013 Q3
2 quarters
|
|
|
CLR
587
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $107K | 0.03% |
+1,732
| New | +$98.7K |
2014 Q1
0 quarters
|
|
|
STAY
588
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
| $107K | 0.03% |
+4,700
| New | +$118K |
2014 Q1
0 quarters
|
|
|
BYI
589
DELISTED
BALLY TECHNOLOGIES, INC.
BYI
| $107K | 0.03% |
+1,623
| New | +$116K |
2014 Q1
0 quarters
|
|
590
Gilead Sciences
GILD
$210B
| $106K | 0.03% |
1,500
+1,000
| +200% | +$78.4K |
2013 Q4
1 quarter
|
|
591
Ternium
TX
$10.2B
| $106K | 0.03% |
+3,600
| New | +$108K |
2014 Q1
0 quarters
|
|
592
Coca-Cola Femsa
KOF
$25.5B
| $105K | 0.02% |
1,000
+100
| +11% | +$10.5K |
2013 Q3
2 quarters
|
|
593
Lloyds Banking Group
LYG
$73.7B
| $105K | 0.02% |
20,700
+17,700
| +590% | +$96K |
2013 Q4
1 quarter
|
|
594
Winnebago Industries
WGO
$891M
| $104K | 0.02% |
3,800
+200
| +6% | +$5.25K |
2013 Q4
1 quarter
|
|
595
DELISTED
CalAmp Corp.
CAMP
| $104K | 0.02% |
+163
| New | +$114K |
2014 Q1
0 quarters
|
|
|
HDS
596
DELISTED
HD Supply Holdings, Inc.
HDS
| $104K | 0.02% |
+4,001
| New | +$92.2K |
2014 Q1
0 quarters
|
|
|
PMCS
597
DELISTED
P M C SIERRA INC
PMCS
| $103K | 0.02% |
13,657
-2,300
| -14% | -$16.2K |
2013 Q4
1 quarter
|
|
|
BDBD
598
DELISTED
BOULDER BRANDS INC
BDBD
| $103K | 0.02% |
+5,900
| New | +$90.7K |
2014 Q1
0 quarters
|
|
599
Brink's
BCO
$4.75B
| $102K | 0.02% |
+3,574
| New | +$112K |
2014 Q1
0 quarters
|
|
600
Ryman Hospitality Properties
RHP
$9.5B
| $102K | 0.02% |
+2,400
| New | +$102K |
2014 Q1
0 quarters
|
|
Similar funds
Quantbot Technologies's Q1 2014 Portfolio in Review
As of Q1 2014, Quantbot Technologies held 1,560 positions worth $424M, up 107% from $204M the previous quarter. Its ten largest holdings account for 8.7% of the portfolio.
Quantbot Technologies deployed $217M of net new capital in Q1 2014, opening 605 new positions and adding to 315 existing holdings. Its largest new stake was General Motors: 122,527 shares worth $4.22M.
By sector, the portfolio is most concentrated in Industrials at 13% of assets, up from 9.1% a quarter earlier, followed by Technology and Consumer Discretionary.
On the sell side, the largest reduction was Regions Financial, an estimated $1.66M trimmed.
- Quantbot Technologies's largest Q1 2014 buy was General Motors: 122,527 shares worth $4.22M.
- Quantbot Technologies added most to Abbott in Q1 2014, an estimated $3.9M increase.
- Quantbot Technologies's biggest Q1 2014 reduction was Regions Financial, cutting an estimated $1.66M.
- Quantbot Technologies fully exited State Street SPDR S&P 500 ETF Trust in Q1 2014, selling an estimated $6.78M.
- Quantbot Technologies's ten largest holdings make up 8.7% of its $424M portfolio in Q1 2014.
- Quantbot Technologies opened 605 new positions and closed 494 in Q1 2014.
- Quantbot Technologies's portfolio value rose 107% quarter-over-quarter to $424M.
Based on Quantbot Technologies's 13F filing for Q1 2014, filed 21 May 2014.